Correct, the only replacement parts you need will be from a salvage somewhere. Stripped a set of cones out myself. I've had bad luck mixing and matching brake cones and carrier also. They wear as a set, and should be kept together, in their proper sides.
The part time conversion will replace all of what you need. The Mile Marker kit comes with or without a chain. The chains aren't good quality though.
BJs Offroad has USA made chains now. I haven't heard of any reports on their quality though. http://www.bjsoffroad.com/ProdList.asp?scat=53
The over drive isn't like an actual overdrive. It will raise the gearing completely across the board. Essentually turning your 3.54 gearing into 2.70 gearing( just a number off the top of my head for example). Maybe worth it is you have stock tires, and do lots of highway miles.
Cost wise....I converted my Qtrac to a Dana 18, and probably have about $800 tied up into it.